An observation one can make when reviewing the literature on physical activity is that health-enhancing exercise habits tend to wear off as soon as individuals enter adolescence. Therefore, exercise habits should be promoted and preserved early in life. This article focuses on the formation of physical exercise habits. First, the literature on motivational determinants of habitual exercise and related behaviours is discussed, and the concept of habit is further explored. Based on this literature, a theoretical model of exercise habit formation is proposed. More specifically, expanding on the idea that habits are the result of automated cognitive processes, it is argued that physical exercise habits are capable of being automatically activated by the situational features that normally precede these behaviours. These habits may enhance health as a result of consistent performance over a long period of time. Subsequently, obstacles to the formation of exercise habits are discussed and interventions that may anticipate these obstacles are presented. Finally, implications for theory and practice are briefly discussed.